• Title of article

    Forecasting daily time series using periodic unobserved components time series models

  • Author/Authors

    Siem Jan Koopman، نويسنده , , Marius Ooms، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    19
  • From page
    885
  • To page
    903
  • Keywords
    Periodic time series , Kalman filter , Seasonality , Unobserved components time series models , forecasting
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2006
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    308110

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308110